Quantitative Analyst

1 month ago

Toronto, Ontario, Canada Scotiabank Full time
Job Title: Quantitative Analyst - Counterparty Credit Risk

Scotiabank is seeking a highly skilled Quantitative Analyst to join our Market Risk Measurement team. As a key member of our team, you will be responsible for delivering high-quality reporting, analytics, and insights to support the Bank's non-retail business lines.

Key Responsibilities:
  • Develop and maintain the Bank's CCR capital system, ensuring timely and accurate reporting.
  • Collaborate with front-office, technology, and stakeholders to investigate issues and provide expert advice.
  • Monitor and escalate any issues impacting CCR/CVA capital values.
  • Develop and automate control processes to identify data challenges affecting accuracy of CCR/CVA capital.
  • Design and implement analytics dashboards using Power BI for CCR/CVA capital reporting and drilldown investigation tools.
  • Assist business lines with ad-hoc capital analysis and understanding CCR/CVA capital calculations.
  • Perform detailed quantitative and technical reviews of capital processes, including research and development of new techniques.
  • Comply with internal policies, procedures, and regulatory requirements.
Requirements:
  • Advanced degree in Mathematics, Statistics, Econometrics, Physics, Computer Science, Financial Mathematics, or Financial Engineering.
  • Knowledge of derivative pricing model theory, counterparty credit risk modeling, and market data.
  • Familiarity with various trading products, including IR, FX, Equity, Commodity, and SFT.
  • Excellent written and presentation skills to provide advice and explanation to various users.
  • Sound understanding of various modeling techniques and ability to conduct tests.
  • Proficient computing skills in SQL, Python, and Unix bash scripting.
  • Knowledge of databases and BI tools, especially MS Power BI.
About Scotiabank:

Scotiabank is a leading financial institution committed to delivering exceptional customer experiences and driving growth through innovation and collaboration. Our team is dedicated to making a positive impact in the communities we serve.

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